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Select market & symbol
Choose the market, asset class and symbol you want to analyze.
Transparent calculations
Methodology
Repeatable calculations. Historical alignment.
Transparent performance metrics.
Trade2 uses systematic calendar-window calculations to analyze historical price patterns across symbols, markets and asset classes. Every headline metric is designed to be traceable back to its underlying years and trading observations.
▤Real historical dataAdjusted-close observations
⚙Repeatable processSame calculation rules
◇Transparent metricsVerify year by year
The methodology in 4 steps
From raw observations to comparable seasonal evidence.
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Define calendar window
Set the start and end dates for the seasonal analysis.
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Normalize and align yearly paths
Align each historical year to the same calendar progress and normalize the full-year path.
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Score, validate and compare
Calculate return, win rate and consistency, then compare windows and symbols.
How the calculations work
The same rules are applied consistently across symbols and years.
Price data & calendar alignment
Calculations use daily historical adjusted-close data. The start date moves forward to the nearest available trading day and the end date moves backward.
Full-year seasonal path
Each valid year is normalized to an index level of 100 at its first observation. Trading observations are aligned across Jan–Dec calendar progress.
Best-window scan
Multiple calendar windows can be compared to identify stronger historical windows using the same performance rules.
Win rate & average return
Win rate is the percentage of observed yearly returns above zero. Average and median returns are calculated across valid yearly windows.
Selected-window statistics
Return equals end adjusted close divided by start adjusted close minus one. Cumulative return compounds yearly window results.
Research scoring
Research screens use repeatable statistics to compare the strength and consistency of recurring patterns.
▤25YSelectable historical window
▥50,000+Symbols across global markets
◎100+Markets and exchanges
◇Multi-assetStocks · ETFs · Indexes
See it in action
Open the analyzer and inspect every historical year behind a seasonal pattern.
Open analyzer →FAQ and transparency
Common questions about how the methodology treats dates, years and interpretation.
For each year, the requested start date moves forward to the nearest available trading day and the end date moves backward to the nearest available trading day.
Windows that cross December continue into the following year, so each observation follows the requested calendar sequence.
No. Historical patterns are research evidence, not a guarantee of future performance or a recommendation to trade.
Important: Corporate-action adjustments, provider revisions, survivorship, regime changes and multiple testing can affect results. Recheck material decisions independently.